Classifying patents based on their semantic content A Bergeaud, Y Potiron, J Raimbault PloS one 12 (4), e0176310, 2017 | 46 | 2017 |
Estimation of integrated quadratic covariation with endogenous sampling times Y Potiron, PA Mykland Journal of Econometrics 197 (1), 20-41, 2017 | 24* | 2017 |
Local parametric estimation in high frequency data Y Potiron, P Mykland Journal of Business & Economic Statistics 38 (3), 679-692, 2020 | 21* | 2020 |
Estimation for high-frequency data under parametric market microstructure noise S Clinet, Y Potiron Annals of the Institute of Statistical Mathematics 73, 649-669, 2021 | 20 | 2021 |
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book S Clinet, Y Potiron Journal of Econometrics 209 (2), 289-337, 2019 | 19* | 2019 |
Statistical inference for the doubly stochastic self-exciting process S Clinet, Y Potiron Bernoulli 24 (4B), 3469-3493, 2018 | 16* | 2018 |
Efficient asymptotic variance reduction when estimating volatility in high frequency data S Clinet, Y Potiron Journal of Econometrics 206 (1), 103-142, 2018 | 16 | 2018 |
Disentangling sources of high frequency market microstructure noise S Clinet, Y Potiron Journal of Business & Economic Statistics, 1-22, 2019 | 11* | 2019 |
Existence in the inverse shiryaev problem Y Potiron arXiv e-prints, arXiv: 2106.11573, 2021 | 7 | 2021 |
Cointegration in high frequency data S Clinet, Y Potiron | 4 | 2021 |
A Tale of Two Time Scales: Applications in Nonparametric Hawkes Processes With Ito Semimartingale Baseline S Yu, Y Potiron Available at SSRN 4174251, 2022 | 2 | 2022 |
Formula of boundary crossing probabilities by the Girsanov theorem Y Potiron arXiv preprint arXiv:2311.07101, 2023 | 1 | 2023 |
Investigating patterns of technological innovation J Raimbault, A Bergeaud, Y Potiron Conference on Complex Systems 2016, 2016 | 1 | 2016 |
Explicit formula of boundary crossing probabilities for continuous local martingales to constant boundary Y Potiron arXiv preprint arXiv:2312.00287, 2023 | | 2023 |
Econometric methods for high frequency data Y Potiron 慶應義塾大学, 2022 | | 2022 |
Approximation convergence in the inverse first-passage time problem Y Potiron arXiv preprint arXiv:2106.11573, 2021 | | 2021 |
The locally parametric model: a new class of models in high frequency data Y Potiron | | 2015 |
Taking proper account of the possible nonconstancy over time of parameters in a model Y Potiron | | 2015 |
Mutually exciting point processes with latency Y Potiron, V Volkov | | |
DISSERTATION PRESENTATION AND DEFENSE Y POTIRON | | |